4 papers · 1 filter
Irreducibility of nonsmooth state-space models with an application to CMA-ES
Armand Gissler, Shan-Conrad Wolf, Anne Auger +1
We analyze a stochastic process resulting from the normalization of states in the zeroth-order optimization method CMA-ES. On a specific class of minimization problems where the ob…
On the irreducibility and convergence of a class of nonsmooth nonlinear state-space models on manifolds and their applications to zeroth-order optimization
Armand Gissler, Alain Durmus, Anne Auger
In this paper, we analyze a large class of general nonlinear state-space models on a state-space X, defined by the recursion , , wh…
A note on the K-epigraph
Armand Gissler, Tim Hoheisel
We study the question as to when the closed convex hull of a K-convex map equals its K-epigraph. In particular, we shed light onto the smallest cone K such that a given map has con…
Scaling-invariant functions versus positively homogeneous functions
Cheikh Touré, Armand Gissler, Anne Auger +1
Scaling-invariant functions preserve the order of points when the points are scaled by the same positive scalar (with respect to a unique reference point). Composites of strictly m…